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2011
Sylvain Corlay, Partial functional quantization and generalized bridges, , 2011. Abstract  Download: partial quantization.pdf (392.92 KB)
2010
Harald Luschgy, Gilles Pagès, and Benedikt Wilbertz, "Asymptotically optimal quantization schemes for Gaussian processes", ESAIM: PS, vol. 14, pp. 93 - 116, 2010. Abstract
Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract  Download: functional_stratif.pdf (665.41 KB)
Sylvain Corlay, The Nyström method for functional quantization with an application to the fractional Brownian motion, , 2010. Abstract  Download: nystrom_quantization.pdf (457.33 KB)
2008
Benedikt Wilbertz, "Construction of optimal quantizers for Gaussian measures on Banach spaces", Mathematik: Universität Trier, 2008. Abstract
2006
Gilles Pagès, and Jacques Printems, "Pricing path-dependent options using optimized functional quantization", Numerical Methods in Finance, 2006.  Download: Pricing Path Dependent Option Using Functional Quantization.pdf (762.71 KB)
2005
Gilles Pagès, and Jacques Printems, "Functional quantization for numerics with an application to option pricing", Monte Carlo Methods and Appl., vol. 11, no. 11, pp. 407-446, 2005. Abstract  Download: Functional Quantization Num.pdf (531.76 KB)